ECBOT 30 Year Treasury Bond Future March 2007
| Trading Metrics calculated at close of trading on 01-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2006 |
01-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
111-27 |
112-22 |
0-27 |
0.8% |
110-06 |
| High |
112-21 |
113-08 |
0-19 |
0.5% |
112-16 |
| Low |
111-27 |
112-15 |
0-20 |
0.6% |
109-25 |
| Close |
112-20 |
113-04 |
0-16 |
0.4% |
111-25 |
| Range |
0-26 |
0-25 |
-0-01 |
-3.8% |
2-23 |
| ATR |
0-17 |
0-17 |
0-01 |
3.5% |
0-00 |
| Volume |
1,766 |
2,937 |
1,171 |
66.3% |
4,422 |
|
| Daily Pivots for day following 01-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-09 |
115-00 |
113-18 |
|
| R3 |
114-16 |
114-07 |
113-11 |
|
| R2 |
113-23 |
113-23 |
113-09 |
|
| R1 |
113-14 |
113-14 |
113-06 |
113-18 |
| PP |
112-30 |
112-30 |
112-30 |
113-01 |
| S1 |
112-21 |
112-21 |
113-02 |
112-26 |
| S2 |
112-05 |
112-05 |
112-31 |
|
| S3 |
111-12 |
111-28 |
112-29 |
|
| S4 |
110-19 |
111-03 |
112-22 |
|
|
| Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-16 |
118-12 |
113-09 |
|
| R3 |
116-25 |
115-21 |
112-17 |
|
| R2 |
114-02 |
114-02 |
112-09 |
|
| R1 |
112-30 |
112-30 |
112-01 |
113-16 |
| PP |
111-11 |
111-11 |
111-11 |
111-20 |
| S1 |
110-07 |
110-07 |
111-17 |
110-25 |
| S2 |
108-20 |
108-20 |
111-09 |
|
| S3 |
105-29 |
107-16 |
111-01 |
|
| S4 |
103-06 |
104-25 |
110-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-08 |
110-23 |
2-17 |
2.2% |
0-23 |
0.6% |
95% |
True |
False |
1,550 |
| 10 |
113-08 |
109-25 |
3-15 |
3.1% |
0-16 |
0.4% |
96% |
True |
False |
1,021 |
| 20 |
113-08 |
109-25 |
3-15 |
3.1% |
0-15 |
0.4% |
96% |
True |
False |
736 |
| 40 |
113-08 |
109-25 |
3-15 |
3.1% |
0-13 |
0.4% |
96% |
True |
False |
454 |
| 60 |
113-08 |
108-03 |
5-05 |
4.6% |
0-10 |
0.3% |
98% |
True |
False |
306 |
| 80 |
113-08 |
106-27 |
6-13 |
5.7% |
0-08 |
0.2% |
98% |
True |
False |
230 |
| 100 |
113-08 |
105-12 |
7-28 |
7.0% |
0-06 |
0.2% |
98% |
True |
False |
184 |
| 120 |
113-08 |
105-12 |
7-28 |
7.0% |
0-05 |
0.1% |
98% |
True |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-18 |
|
2.618 |
115-09 |
|
1.618 |
114-16 |
|
1.000 |
114-01 |
|
0.618 |
113-23 |
|
HIGH |
113-08 |
|
0.618 |
112-30 |
|
0.500 |
112-28 |
|
0.382 |
112-25 |
|
LOW |
112-15 |
|
0.618 |
112-00 |
|
1.000 |
111-22 |
|
1.618 |
111-07 |
|
2.618 |
110-14 |
|
4.250 |
109-05 |
|
|
| Fisher Pivots for day following 01-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
113-01 |
112-29 |
| PP |
112-30 |
112-22 |
| S1 |
112-28 |
112-15 |
|